MYII Phase I P&L 2021:
VT218.96%
S&P 500 Return 2021: 26.89%
Sharpe Ratio， 2021Year MYII Phase I：8.38 S&P 500 Index：2.04
MY Options Fund, LLC (“MYO”) is a specialty derivative asset management firm that utilizes its proprietary MYII™ cutting edge options technologies to management money for both institutional and high net worth individual investors.
Portfolio strategy is a combination of our proprietary MYII™ technologies which provide unprecedented accuracy to predict major market indices and major sector ETFs’ short-term levels and our sophisticated and creative options construction.
The philosophy of MYO is to utilize our cutting edge financial industrial technologies MYII™ along with sophisticated probability and derivative algorithm to construct options portfolio that generate exceptional high return with low volatility.
Principals have over 30 years of experiences in both high-tech and financial derivative markets.
MYO Motto，
美股市场期权交易量超过正股
S&P 500 Return 2021: 26.89%
Sharpe Ratio， 2021Year MYII Phase I：8.38 S&P 500 Index：2.04
Our proprietary MYII™ technologies are the cornerstone of our trade success. It is an algorithm involving over 20 different non correlated indicators ranging from domestic to international; from political to macro economic environment, major market indices, sector rotations, investors sentiment, fundamental analysis, technical analysis, trading data analysis and behavior finance etc.
The MYII is then running on our in-house built proprietary ultra high speed computers to perform high speed calculations of massive data between CPU and proprietary solid state drives at unprecedented speed of 6 GB per second. The high speed machine performs quantitative analysis based on MYII™ and constantly alert MYO traders when a buy or sell signal triggers.
MYO deploys both automated and manual trading. For relatively small amount and simple options trade, it usually trades on automation. For large and sophisticated options trading strategies, we prefer to manually double check before placing orders.
Select the most liquid instruments
Adjust portfolio gross and net exposures, and individual positions to reflect the liquidity environment, market risks and non-market risks
Scenario analysis for extreme investing environments
Quantify impact of a highly correlated environment on each scenario and on the portfolio as a whole
Monitor profit/loss volatility
Hedge unwanted tail risks
Constantly challenge the investment probabilities and individual positions:
Update potential profit targets and stop-loss levels
Adjust position sizes
Monitor fundamentals and technicals on a regular basis
Track political, regulatory, legal and market risks
Fund name: MYII Phase II
Target fund size: $100 million with $50 million minimum
Minimum investment: $1 million
Maximum investment: $5 million
Management fee: 2%
Performance fee: 20%
One year lock-up period
Reporting: quarterly
Investment Advisor: MY Options Fund, LLC
Headquarters onshore: Los Angeles, USA
Headquarters onshore: Cayman Island
Prime broker: TD Ameritrade
Investment instruments primary:
Options of US stock market
indices and ETF
Investment instruments
secondary:
US stock
Dividend payout date:
the first week of the month
after the month of anniversary
Redemption date:
the first week of each quarter
Open date: the last week of each quarter
Investment instruments,
primary:
Options of US stock
market indices and ETF
Investment instruments,
secondary:
US stock and ETF
Prime broker: TD Ameritrade
Experience
Yuan Mei has more than 20 years of experience in option theory research and trading. The MYII™ algorithm he invented has high accuracy in predicting the bottom and top of the stock market index and ETFs. In addition, Meiyuan has also invented and innovated a variety of hedging and arbitrage trading strategies, including index hedging, sector hedging, industry hedging, option arbitrage, etc.
Since 2019, he has served as the chief option strategist and managing partner of MY Options Hedge Fund. He trades options on hedge fund accounts and managed accounts. Its hedge fund's return in 2021 was 219%.
2019 to present, MY Options, Chief Options Strategiest. 2014-2020, Bund Capital Venture Capital, managing partner, focusing on venture capital investment in high-tech start-up companies. 2009-2019, CEO of Fumai, Inc., engaged in the R&D and marketing of solid state drives. From 2007 to 2009, he served as Asia Pacific Executive Director at Optichron, a Silicon Valley semiconductor company. From 2003 to 2006, he founded the blockchain technology company 3H Blochchan in California with his partners.
Education
California State University, San Jose, MBA with a focus in Finance
Shanghai University of Science & Technology, MS in Radio Physics
Experience
Simon, a native Chicagoan, brings 45 years of experience as an options trader both on and off the floor of the CBOE (Chicago Board Options Exchange), the world's original and still busiest options exchange. Beginning shortly after it's inception in 1977, Simon made his trading debut first in stock options followed soon thereafter in the newly constituted OEX index options pit (1982) where continued to trade into closing years of the twentieth century. Simon constituted an off-floor arbitrage enterprise in 1998, with his arbitrage technique proved consistently profitable for most of a decade.
In addition to his membership on the CBOE,Simon has also owned seats on the Midwest Stock Exchange and the CCFE(Chicago Climate Futures Exchange) and traded futures as a delegate member of the CBOT(Chicago Board of Trade) and was instrumental in developing the TrFecta automated stock trading program which operated for two years, growing an account to more than 70 folders.
Education
Simon is a graduate of the University of Arizona where his academic focus was on anthropology and history.
Experience
Frank has a long and successful career on Wall Street. He has over 20 years of fixed income sales, trading and management experiences.
Newedge USA/Societe Generale USA, Managing Director – Derivative Product Group, 2007-2011
SG Fimat, Managing Director, Asian Fixed Income Credit Sales and Trading, 1998 – 2007
Bear Stearns Asia, Director, Asian Fixed Income Credit Sales and Trading, 1993-1997
Bank of America Chicago, Associate, Interest Rate Derivative Desk, 1991-1993
Education
NYU Stern School of Business, MS in advanced finance.
DePaul University Chicago, BS in finance.
Nanjing Institute of Technology, BS in Radio engineering.
